-7.4%
LEN vs SBAC
-40.1%
+32.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -5.9% | -5.6% |
| 7D | +0.7% | +3.6% | -3.0% | -0.8% |
| 30D | +13.0% | +4.9% | +8.1% | +10.7% |
| 3M | +1.9% | +6.5% | -4.6% | -1.0% |
| 6M | -0.7% | -11.1% | +10.4% | +3.5% |
| YTD | -13.8% | +0.9% | -14.7% | -16.1% |
| 1Y | -28.1% | -1.6% | -26.5% | -29.2% |
| 3Y | -22.8% | -7.0% | -15.9% | -23.5% |
| 5Y | -7.4% | -39.2% | +31.9% | +11.5% |
| All | -7.4% | -40.1% | +32.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling